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Principal SmallCap Blend B (PLLBX)
On
Dec 29
:
11.23
0.01
(0.09%)
MORE ON PLLBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.67%
Worst 1 Yr Total Return
(2008)
:
-37.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PLLBX
Category
Alpha (against Standard Index)
-4.24
-0.48
Beta (against Standard Index)
1.12
1.16
Mean Annual Return
-11.08
-0.45
R-squared (against Standard Index)
91
86.39
Standard Deviation
23.24
24.75
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.94
N/A
5 Years
Statistic
PLLBX
Category
Alpha (against Standard Index)
-2.30
0.00
Beta (against Standard Index)
1.16
1.17
Mean Annual Return
-2.46
0.16
R-squared (against Standard Index)
87
83.41
Standard Deviation
20.03
20.64
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.68
N/A
10 Years
Statistic
PLLBX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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